gocryptotrader/coinbasewebsocket.go

package main

import (
	"log"
	"net/http"
	"github.com/gorilla/websocket"
)

const (
	COINBASE_WEBSOCKET_URL = "wss://ws-feed.exchange.coinbase.com"
)

type CoinbaseWebsocketSubscribe struct {
	Type string `json:"type"`
	ProductID string `json:"product_id"`
}

type CoinbaseWebsocketReceived struct {
	Type string `json:"type"`
	Time string `json:"time"`
	Sequence int `json:"sequence"`
	OrderID string `json:"order_id"`
	Size float64 `json:"size,string"`
	Price float64 `json:"price,string"`
	Side string `json:"side"`
}

type CoinbaseWebsocketOpen struct {
	Type string `json:"type"`
	Time string `json:"time"`
	Sequence int `json:"sequence"`
	OrderID string `json:"order_id"`
	Price float64 `json:"price,string"`
	RemainingSize float64 `json:"remaining_size,string"`
	Side string `json:"side"`
}

type CoinbaseWebsocketDone struct {
	Type string `json:"type"`
	Time string `json:"time"`
	Sequence int `json:"sequence"`
	Price float64 `json:"price,string"`
	OrderID string `json:"order_id"`
	Reason string `json:"reason"`
	Side string `json:"side"`
	RemainingSize float64 `json:"remaining_size,string"`
}

type CoinbaseWebsocketMatch struct {
	Type string `json:"type"`
	TradeID int `json:"trade_id"`
	Sequence int `json:"sequence"`
	MakerOrderID string `json:"maker_order_id"`
	TakerOrderID string `json:"taker_order_id"`
	Time string `json:"time"`
	Size float64 `json:"size,string"`
	Price float64 `json:"price,string"`
	Side string `json:"side"`
}

type CoinbaseWebsocketChange struct {
	Type string `json:"type"`
	Time string `json:"time"`
	Sequence int `json:"sequence"`
	OrderID string `json:"order_id"`
	NewSize float64 `json:"new_size,string"`
	OldSize float64 `json:"old_size,string"`
	Price float64 `json:"price,string"`
	Side string `json:"side"`
}

func (c *Coinbase) WebsocketClient() {
	var Dialer websocket.Dialer
	conn, resp, err := Dialer.Dial(COINBASE_WEBSOCKET_URL, http.Header{})

	if err != nil {
		log.Println(err)
		return
	}

	if c.Verbose {
		log.Printf("%s Connected to Websocket.", c.GetName())
		log.Println(resp)
	}

	subscribe := CoinbaseWebsocketSubscribe{"subscribe", "BTC-USD"}
	json, err := JSONEncode(subscribe)
	if err != nil {
		log.Println(err)
		conn.Close()
		return
	}

	err = conn.WriteMessage(websocket.TextMessage, json)

	if err != nil {
		log.Println(err)
		conn.Close()
		return
	}

	if c.Verbose {
		log.Printf("%s Subscribed to product messages.", c.GetName())
	}

	for {
		msgType, resp, err := conn.ReadMessage()
		if err != nil {
			log.Println(err)
			break
		}

		switch msgType {
		case websocket.TextMessage:
			type MsgType struct {
				Type string `json:"type"`
			}

			msgType := MsgType{}
			err := JSONDecode(resp, &msgType)
			if err != nil {
				log.Println(err)
				continue
			}

			switch msgType.Type {
			case "error":
				log.Println(string(resp))
				break
			case "received":
				received := CoinbaseWebsocketReceived{}
				err := JSONDecode(resp, &received)
				if err != nil {
					log.Println(err)
					continue
				}
			case "open":
				open := CoinbaseWebsocketOpen{}
				err := JSONDecode(resp, &open)
				if err != nil {
					log.Println(err)
					continue
				}
			case "done":
				done := CoinbaseWebsocketDone{}
				err := JSONDecode(resp, &done)
				if err != nil {
					log.Println(err)
					continue
				}
			case "match":
				match := CoinbaseWebsocketMatch{}
				err := JSONDecode(resp, &match)
				if err != nil {
					log.Println(err)
					continue
				}
			case "change":
				change := CoinbaseWebsocketChange{}
				err := JSONDecode(resp, &change)
				if err != nil {
					log.Println(err)
					continue
				}
			}
		}
	}
	conn.Close()
	log.Printf("%s Websocket client disconnected.", c.GetName())
}